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9th German Open Conference on Probability and Statistics

Overview Session Overview Sessionprint print
Time Series and Statistics of Stochastic Processes
Chair: Jens-Peter Kreiß
1 TFT-Bootstrap: Resmapling time series in the frequency domain to obtain replicates in the time domain
Claudia Kirch 1 , Dimitris Politis 2
1 Karlsruhe Institute of Technology (KIT), Institute for Stochastics, Karlsruhe
2 UCSD, Mathematics, San Diego

2 THE MULTIPLE HYBRID BOOTSTRAP - RESAMPLING MULTIVARIATE LINEAR PROCESSES
Carsten Jentsch 1 , Jens-Peter Kreiß 1
1 TU Braunschweig, Institute of Mathematical Stochastics, Braunschweig

3 CHANGE-POINT TESTS FOR THE INNOVATION DISTRIBUTION IN NONPARAMETRIC AUTOREGRESSION
Leonie Stahl 1 , Natalie Neumeyer 1
1 Universität Hamburg, Mathematik, Hamburg

4 BLOCKWISE BOOTSTRAP FOR THE ESTIMATED EMPIRICAL PROCESS WHEN THE OBSERVATIONS ARE WEAKLY DEPENDENT
Barbara Wieczorek 1
1 Friedrich-Schiller-Universität, Institut für Stochastik, Jena